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Conjecture that set-valued stochastic difference equations are necessary for functions of sets
A backward stochastic difference inclusion (BSDI) describes individual selections from recursively defined sets, while a set-valued backward stochastic difference equation (SV-BSDE…
Conjectureopenset-valued-risk-measures stochastic-difference-equationsarXiv posted 3 days ago

Conjecture that set-valued stochastic difference equations are necessary for functions of sets